10-year Treasury Portfolio vs Larry Swedroe Eliminate Fat Tails Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Initial Capital
February 1995
4.18$
Final Capital
January 2025
4.89%
Yearly Return
6.84%
Std Deviation
-23.19%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Initial Capital
February 1995
1.97$
Final Capital
January 2025
2.29%
Yearly Return
6.84%
Std Deviation
-35.52%
Max Drawdown
56months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
11.91$
Final Capital
January 2025
6.38%
Yearly Return
7.23%
Std Deviation
-23.19%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
3.94$
Final Capital
January 2025
3.48%
Yearly Return
7.23%
Std Deviation
-35.52%
Max Drawdown
56months*
Recovery Period
* in progress
Larry Swedroe Eliminate Fat Tails Portfolio
1.00$
Initial Capital
February 1995
5.17$
Final Capital
January 2025
5.63%
Yearly Return
6.25%
Std Deviation
-18.42%
Max Drawdown
18months
Recovery Period
1.00$
Initial Capital
February 1995
2.44$
Final Capital
January 2025
3.02%
Yearly Return
6.25%
Std Deviation
-20.82%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
15.93$
Final Capital
January 2025
7.15%
Yearly Return
6.95%
Std Deviation
-18.42%
Max Drawdown
18months
Recovery Period
1.00$
Initial Capital
January 1985
5.27$
Final Capital
January 2025
4.23%
Yearly Return
6.95%
Std Deviation
-20.82%
Max Drawdown
44months*
Recovery Period
* in progress

As of January 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.89% compound annual return, with a 6.84% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 54 months and is still in progress.

As of January 2025, in the previous 30 Years, the Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.63% compound annual return, with a 6.25% standard deviation. It suffered a maximum drawdown of -18.42% that required 18 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

10-year Treasury Portfolio
Weight
(%)
ETF
Ticker
Name
100.00
IEF
iShares 7-10 Year Treasury Bond
Larry Swedroe Eliminate Fat Tails Portfolio
Weight
(%)
ETF
Ticker
Name
15.00
EEM
iShares MSCI Emerging Markets
15.00
IJR
iShares Core S&P Small-Cap
35.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
35.00
TIP
iShares TIPS Bond
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Portfolio Returns as of Jan 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 January 2025 (~40 years)
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Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark
0.62 0.62 -1.38 -0.09 -2.01 0.28 4.89 6.38
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_larry_swedroe.webp Eliminate Fat Tails
Larry Swedroe
1.34 1.34 1.42 7.14 3.27 3.32 5.63 7.15
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

10-year Treasury Portfolio: an investment of 1$, since February 1995, now would be worth 4.18$, with a total return of 318.31% (4.89% annualized).

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since February 1995, now would be worth 5.17$, with a total return of 417.13% (5.63% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.91$, with a total return of 1090.88% (6.38% annualized).

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since January 1985, now would be worth 15.93$, with a total return of 1493.39% (7.15% annualized).


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Portfolio Metrics as of Jan 31, 2025

The following metrics, updated as of 31 January 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)
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10-year Treasury Eliminate Fat Tails
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.09 7.14
Infl. Adjusted Return (%) -3.06 3.96
DRAWDOWN
Deepest Drawdown Depth (%) -4.61 -2.04
Start to Recovery (months) 4* 2*
Longest Drawdown Depth (%) -4.45 -2.04
Start to Recovery (months) 6 2*
Longest Negative Period (months) 12* 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.04 4.78
Sharpe Ratio -0.74 0.42
Sortino Ratio -0.94 0.53
Ulcer Index 2.64 0.80
Ratio: Return / Standard Deviation -0.01 1.49
Ratio: Return / Deepest Drawdown -0.02 3.50
Metrics calculated over the period 1 February 2024 - 31 January 2025
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10-year Treasury Eliminate Fat Tails
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -2.01 3.27
Infl. Adjusted Return (%) -6.03 -0.97
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.62
Start to Recovery (months) 54* 31
Longest Drawdown Depth (%) -23.19 -12.62
Start to Recovery (months) 54* 31
Longest Negative Period (months) 60* 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.65 7.11
Sharpe Ratio -0.58 0.12
Sortino Ratio -0.82 0.16
Ulcer Index 13.50 4.93
Ratio: Return / Standard Deviation -0.26 0.46
Ratio: Return / Deepest Drawdown -0.09 0.26
Metrics calculated over the period 1 February 2020 - 31 January 2025
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10-year Treasury Eliminate Fat Tails
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.28 3.32
Infl. Adjusted Return (%) -2.76 0.20
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -12.62
Start to Recovery (months) 54* 31
Longest Drawdown Depth (%) -23.19 -12.62
Start to Recovery (months) 54* 31
Longest Negative Period (months) 111 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.57 5.93
Sharpe Ratio -0.21 0.28
Sortino Ratio -0.30 0.38
Ulcer Index 9.96 3.88
Ratio: Return / Standard Deviation 0.04 0.56
Ratio: Return / Deepest Drawdown 0.01 0.26
Metrics calculated over the period 1 February 2015 - 31 January 2025
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10-year Treasury Eliminate Fat Tails
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.89 5.63
Infl. Adjusted Return (%) 2.29 3.02
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.42
Start to Recovery (months) 54* 18
Longest Drawdown Depth (%) -23.19 -12.62
Start to Recovery (months) 54* 31
Longest Negative Period (months) 126 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.84 6.25
Sharpe Ratio 0.38 0.53
Sortino Ratio 0.54 0.71
Ulcer Index 6.28 3.39
Ratio: Return / Standard Deviation 0.71 0.90
Ratio: Return / Deepest Drawdown 0.21 0.31
Metrics calculated over the period 1 February 1995 - 31 January 2025
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10-year Treasury Eliminate Fat Tails
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.38 7.15
Infl. Adjusted Return (%) 3.48 4.23
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.42
Start to Recovery (months) 54* 18
Longest Drawdown Depth (%) -23.19 -12.62
Start to Recovery (months) 54* 31
Longest Negative Period (months) 126 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 6.95
Sharpe Ratio 0.45 0.58
Sortino Ratio 0.64 0.78
Ulcer Index 5.72 3.47
Ratio: Return / Standard Deviation 0.88 1.03
Ratio: Return / Deepest Drawdown 0.27 0.39
Metrics calculated over the period 1 January 1985 - 31 January 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)

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10-year Treasury Eliminate Fat Tails
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-23.19 54* Aug 2020
In progress
-18.42 18 Jun 2008
Nov 2009
-12.62 31 Jan 2022
Jul 2024
-9.34 23 Oct 1998
Aug 2000
-8.68 12 May 1998
Apr 1999
-7.91 7 Jan 2020
Jul 2020
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.64 15 May 2015
Jul 2016
-6.60 9 Nov 2001
Jul 2002
-6.05 6 Aug 2011
Jan 2012
-5.68 7 Jun 2003
Dec 2003
-5.32 8 Sep 2018
Apr 2019

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10-year Treasury Eliminate Fat Tails
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-23.19 54* Aug 2020
In progress
-18.42 18 Jun 2008
Nov 2009
-13.68 23 Mar 1987
Jan 1989
-12.62 31 Jan 2022
Jul 2024
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-8.81 6 Aug 1990
Jan 1991
-8.68 12 May 1998
Apr 1999
-7.91 7 Jan 2020
Jul 2020
-7.61 17 Feb 1994
Jun 1995
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 January 2025 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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10-year Treasury Eliminate Fat Tails
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
0.62 0.00 1.34 0.00
2024
-0.63 -4.61 4.66 -2.04
2023
3.65 -8.82 6.63 -5.10
2022
-15.19 -16.91 -9.61 -12.62
2021
-3.33 -5.73 5.40 -1.26
2020
10.01 -2.02 8.18 -7.91
2019
8.03 -2.59 9.79 -1.93
2018
0.99 -3.19 -3.46 -5.32
2017
2.55 -1.90 8.83 0.00
2016
1.00 -6.50 7.30 -1.12
2015
1.51 -4.25 -3.40 -5.77
2014
9.07 -1.05 1.52 -2.92
2013
-6.09 -7.60 2.64 -3.45
2012
3.66 -2.67 7.53 -2.29
2011
15.64 -1.29 1.93 -6.05
2010
9.37 -4.30 8.60 -3.33
2009
-6.59 -6.65 17.45 -6.28
2008
17.91 -4.15 -11.49 -16.27
2007
10.37 -1.85 10.73 -1.33
2006
2.52 -2.87 8.72 -2.40
2005
2.64 -3.19 7.94 -2.01
2004
4.12 -4.85 10.37 -3.79
2003
5.29 -5.68 17.58 -0.78
2002
15.45 -4.13 3.12 -4.31
2001
5.40 -5.21 4.53 -4.47
2000
17.28 -1.12 3.70 -3.62
1999
-7.83 -8.11 12.78 -1.79
1998
14.64 -1.61 1.83 -8.68
1997
11.97 -2.02 7.45 -2.49
1996
0.00 -6.90 7.38 -2.25
1995
25.55 -1.23 14.41 -0.69
1994
-7.19 -9.56 -3.92 -7.61
1993
12.97 -2.55 24.39 -1.41
1992
7.23 -4.02 5.38 -2.50
1991
18.91 -0.54 32.01 -2.36
1990
7.70 -4.48 2.61 -8.81
1989
17.84 -2.30 26.09 -0.58
1988
6.90 -4.60 13.59 -1.87
1987
-2.64 -10.87 -6.14 -13.68
1986
21.35 -3.93 11.79 -3.42
1985
29.85 -3.33 21.01 -1.07
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